Process Intangibles and Agency Conflicts (with Hui Chen, Ali Kakhbod, and Hao Xing)

​

​

Intangible Investment, Displacement Risk, and the Value Discount ​

​

​

Identification of Factor Risk Premia (with Peter G. Hansen)

Code: Here

​

​

Semi-Parametric Estimation of Factor Risk Premia

​

​

Returns to Active Management: The Case of Hedge Funds (with Ergys Islamaj)